Anic Equity¶

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Total return since start: 0.66 %¶

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Equity now: -----------------------------> 50700.94 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46551.22 Kr¶

PnL: ---------------------------------------> -445.37 Kr¶

DD now: ---------------------------------> -4.555 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 10:43:28.050884'

Anic Portfolio¶

Today¶

Return: -0.099 %¶

This Week¶

Return: -0.099 %¶

Total portfolio value¶

Return including deposits: 65.982 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
INVISIO 15 -1.240000 3570.000000 7.500000 0.210000 3562.500000
Sagax B 4 -1.730000 886.800000 3.600000 0.410000 883.200000
OX2 12 -2.760000 909.600000 3.000000 0.330000 906.600000
JM 7 -1.160000 950.600000 2.800000 0.300000 947.800000
Atrium Ljungberg B 5 -0.550000 903.500000 2.000000 0.220000 901.500000
Latour B 4 -2.910000 855.200000 1.200000 0.140000 854.000000
EQT 4 -1.580000 871.600000 0.800000 0.090000 870.800000
Hennes & Mauritz B 6 -1.070000 910.440000 0.480000 0.050000 909.960000
Hexatronic Group 15 1.630000 1068.000000 0.300000 0.030000 1067.700000
HEXPOL B 8 -1.000000 955.200000 0.000000 0.000000 955.200000
Platzer Fastigheter Holding B 12 -1.370000 949.200000 0.000000 0.000000 949.200000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
VEF 788 -0.330000 1897.500000 0.000000 0.000000 1897.504000
Vitec Software Group B 2 -2.220000 1101.000000 0.000000 0.000000 1101.000000
Addnode Group B 7 -2.490000 903.000000 0.000000 0.000000 903.000000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
Hoist Finance 36 0.900000 1008.000000 0.000000 0.000000 1008.000000
Hexagon B 26 -1.200000 3411.200000 0.000000 0.000000 3411.200000
Gränges 10 4.120000 1036.000000 0.000000 0.000000 1036.000000
Byggmax Group 33 -1.550000 964.920000 0.000000 0.000000 964.920000
Biotage 1 -6.530000 147.500000 0.000000 0.000000 147.500000
BioGaia B 8 -1.660000 902.400000 0.000000 0.000000 902.400000
Sandvik 4 -1.540000 845.200000 -0.400000 -0.050000 845.600000
SKF B 5 -1.410000 977.500000 -0.500000 -0.050000 978.000000
ASSA ABLOY B 4 -1.550000 990.000000 -0.800000 -0.080000 990.800000
Catena 2 0.000000 802.000000 -1.600000 -0.200000 803.600000
Alimak Group 12 -0.360000 1002.000000 -2.400000 -0.240000 1004.400000
Orrön Energy 170 -3.390000 2035.750000 -5.100000 -0.250000 2040.850000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
Vitrolife 3 -1.930000 669.600000 -7.400000 -1.090000 677.000001
Volati 5 -1.050000 564.000000 -10.000000 -1.740000 574.000000
Investor B 3 -1.210000 646.800000 -11.200000 -1.700000 657.999999
Creaspac SPAC 40 -0.420000 3812.000000 -12.000000 -0.310000 3824.000000
BHG Group 109 -6.250000 1406.100000 -13.080000 -0.920000 1419.180000
Xvivo Perfusion 3 -3.330000 828.000000 -17.000000 -2.010000 845.000001
Balco Group 39 -0.740000 1831.050000 -43.950000 -2.340000 1874.999997
Sedana Medical 93 -3.230000 2615.160000 -368.420000 -12.350000 2983.577733
TOTAL 46551.220000 -445.370000 -4.55458% 46996.591730

Updated:¶

'2023-06-19 10:43:45.498506'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶